+50.6%
IEMG vs MTSI
+331.9%
-281.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +2.8% | +4.9% | -2.1% | +1.6% |
| 30D | +4.6% | -11.6% | +16.2% | +7.3% |
| 3M | +5.5% | -24.1% | +29.6% | +11.3% |
| 6M | +19.7% | +32.4% | -12.7% | +10.7% |
| YTD | +25.5% | +60.4% | -34.9% | +10.7% |
| 1Y | +35.5% | +111.0% | -75.5% | +11.4% |
| 3Y | +88.0% | +246.1% | -158.2% | +30.8% |
| 5Y | +50.6% | +340.3% | -289.7% | -7.6% |
| All | +50.6% | +331.9% | -281.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling